Preheat oven to 350 F. Lightly grease a very large pan that fits the filo dough.
In a l bowl, mix together shredded cheese and spinach. Then put a few flakes of filo dough into pan. In a small bowl mix milk with oil. Put a spoon full of milk mixture on the flakes. Grease them with using a pastry brush. Add some spinach and feta mixture. Then add a few more layers add ingredients again. When you finish all ingredients, put last a few flakes and pour egg on it.
After evenly cover the egg all the top layer sprinkle some sesame seeds.
Cook the borek for about 20 minutes in the oven.

Turks call this dish börek, and Greeks call it Spanakopita; a Spinach Pie with Feta